Corporate hedging and dividend policy: An empirical study of Korean firms
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Young Mok Choi, Kunsu Park, Woo Sung Kim
View ArticleStrategic trading with transaction cost in the long run
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Deqing Zhou
View ArticleCan international supply chain induce a return premium? Evidence from U.S....
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Li-Chuan Tsai, Ruhui Zhang, Cuifang Zhao
View ArticleInvestment timing with information-processing constraints
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Congming Mu, Jinqiang Yang, Yuhua Zhang
View ArticleForecasting VaR using realized EGARCH model with skewness and kurtosis
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Xinyu Wu, Michelle Xia, Huanming Zhang
View ArticleCorporate governance convergence in the European M&A market
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Wolfgang Drobetz, Paul P. Momtaz
View ArticleIdentifying corporate venture capital investors – A data-cleaning...
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Patrick Röhm, Markus Merz, Andreas Kuckertz
View ArticleMonetary policy rate expectation and energy prices during the FOMC...
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Hyeonung Jang, Byoung Ki Seo
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How to Do Nothing: Resisting the Attention Economy – Book Review
How to Do Nothing: Resisting the Attention Economy. Jenny Odell. Melville House Publishing. 2019. Find this book: The Potential of Nothing is Everything How to Do Nothing: Resisting the Attention...
View ArticlePlease subscribe to The Data Exchange
The Data Exchange is an independent podcast focused on data, machine learning and AI. The goal is to be more than just a podcast but to create a community to help people make better decisions. A key...
View ArticleQuantpedia in February 2020
Dear readers, Four new Quantpedia Premium strategies have been added into our database, and five new related research papers have been included in existing Premium strategies during last month. Plus,...
View ArticleESG vs Low-Carbon Investing
By Nicolas Rabener of FactorResearch @FactorResearch INTRODUCTION Investors seeking exposure to global equities with a low carbon footprint could consider the iShares MSCI ACWI Low Carbon ETF (CRBN) or...
View ArticleA martingale concept for non-monotone information in a jump process...
The classical concept of martingales and compensators bases on the monotony of filtrations. This paper looks at the situation where innovations can have an expiry date such that the information...
View ArticleEquilibrium Model of Limit Order Books: A Mean-field Game View....
In this paper we study a continuous time equilibrium model of limit order book (LOB) in which the liquidity dynamics follows a non-local, reflected mean-field stochastic differential equation (SDE)...
View ArticleDo Business Ties Generate Private Information? Evidence from Institutional...
Publication date: Available online 29 February 2020Source: Finance Research LettersAuthor(s): David J. Pedersen
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In conversation with David Willetts on ‘the deeper failure to...
Universities play a key role in producing innovation. Most of the investment centres in STEM subjects (science, technology, engineering and maths), even though the social sciences produce a body of...
View ArticleSEC Requests Comment on Fund Names Rule; Seeks to Eliminate Misleading Fund...
The Securities and Exchange Commission requests public comment on its current requirements that restrict the use of potentially misleading fund names. Fund names are often the first piece of...
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